PIMS Colloquium: Yingfei Yi
Topic
Concentration of Stationary Measures
Speakers
Details
The talk concerns limit behaviors of stationary measures of diffusion processes generated from white-noise perturbed systems of ordinary differential equations. By relaxing the notion of Lyapunov functions associated with the stationary Fokker-Planck equations, new existence and non-existence results of stationary measures will be presented. As noises vanish, concentration and limit behaviors of stationary measures will be described with particular attentions paying to the special role played by multiplicative noises. Connections to problems such as stochastic stability, stochastic bifurcations, and the ergodicity hypothesis will also be discussed.
Additional Information
Location: ESB 2012
Yingfei Yi, University of Alberta
Yingfei Yi, University of Alberta
This is a Past Event
Event Type
Scientific, Distinguished Lecture
Date
March 19, 2015
Time
-
Location